+1,045.4%
ILMN vs AEIS
+582.6%
+462.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.2% |
| 7D | +1.2% | +3.0% | -1.7% | +0.4% |
| 30D | +9.2% | -14.6% | +23.8% | +13.6% |
| 3M | +29.8% | -12.4% | +42.3% | +31.2% |
| 6M | +69.2% | -15.0% | +84.2% | +70.1% |
| YTD | +66.4% | +34.3% | +32.1% | +44.9% |
| 1Y | +123.4% | +87.4% | +36.0% | +75.4% |
| 3Y | +33.2% | +139.8% | -106.6% | -4.9% |
| 5Y | -52.0% | +220.7% | -272.7% | -68.8% |
| 10Y | +33.6% | +531.6% | -498.0% | -34.8% |
| All | +1,045.4% | +582.6% | +462.8% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling